+77.9%
CTVA vs RL
+240.9%
-163.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.8% | -4.1% | +0.6% |
| 7D | +1.6% | +0.2% | +1.3% | +1.5% |
| 30D | -8.5% | +7.3% | -15.9% | -9.9% |
| 3M | +5.3% | +1.0% | +4.2% | +4.8% |
| 6M | -0.1% | +11.8% | -11.8% | -3.0% |
| YTD | +21.2% | +13.6% | +7.6% | +16.7% |
| 1Y | +27.0% | +24.0% | +3.0% | +19.8% |
| 3Y | +87.2% | +256.6% | -169.4% | +34.8% |
| 5Y | +77.9% | +240.2% | -162.3% | +27.4% |
| All | +77.9% | +240.9% | -163.0% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling